Recently, a new class of codes, called sparse superposition or sparse regression codes, has been proposed for communication over the AWGN channel. It has been proven that they achieve capacity using power allocation and various forms of iterative decoding. Empirical evidence has also strongly suggested that the codes achieve capacity when spatial coupling and approximate message passing decoding are used, without need of power allocation. In this note we prove that state evolution (which tracks message passing) indeed saturates the potential threshold of the underlying code ensemble, which approaches in a proper limit the optimal threshold. Our proof uses ideas developed in the theory of low-density parity-check codes and compressive sensing.